When you preview the site, you choose which program you preview it in. And it's your computer that chooses which font it shows - based on the fonts you have in your computer.
It's important that you use a web friendly font - that means one that is common to most, if not all, computers. Most fonts are NOT programmed by default into all computers - and Mac's and Windows computers use different fonts. One site that gives you the web friendly fonts is:
Web Friendly Fonts